Out of all the units the Space Marines have in Dawn Of War II, Scouts are the only one that is not particularly hardy. While most Space Marines wear powered armor, the Scouts are more mobile. Their primary purpose in the early game is to capture points. They excel at this task, but they require more management when capturing then the units of other races. Scouts cost 210 points of requisition, which is nearly as much as the basic combat squads of the other races. You also only get three scouts, and if the Scouts come into directly combat with a Guardian squad or a squad of Slugga Boyz, they are going to lose, and lose quickly.
With upgrades, Scouts become more useful in combat. Shotguns (40 requisition, 20 power) are very useful when micro-managed near enemy melee units, and each shotgun blast has the chance of knocking down an enemy. Sniper Rifles (150 requisition, 80 power) give the Scouts high-powered rifles that fire very slowly, but inflict massive damage at extreme range. Sniper Rifles cost much more than Shotguns, but they're much easier to use correctly, as your Scouts arn't exposed. Scouts can also gain a Scout Sergeant (40 requisition, 25 power) which adds an extra hand and the ability to throw frag grenades. Frag grenades are great against any group of foes, and also can be used to clear enemies in a building.
Scouts do not compare favorably to the basic combat units of other races, but this ultimately does not matter. The Scouts are your only good point-capture units, so you must learn to micro-manage them in order to gain map control. One thing to keep in mind is that the Infiltrate ability gives your Scouts a defensive bonus even when they are visible to the enemy. The increase in survivability that results from this can help you manage your Scouts in combat.